SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study
0 references·16 citing·41 second hop
Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study (1983)Forecasting Economic Time Series with Str…Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach (2014)Outlier Detection in Structur…Forecasting China's Monthly Inbound Travel Demand (2002)Forecasting China's Monthly I…The role of detrending methods in a model of real business cycles (1996)The role of detrending method…Time‐series forecasting using fractional differencing (1994)Time‐series forecasting using…REAL WAGES OVER THE BUSINESS CYCLE: EVIDENCE FROM A STRUCTURAL TIME SERIES MODEL (1993)REAL WAGES OVER THE BUSINESS …Modelling seasonality (1993)Modelling seasonalityMoney demand, expectations, and the forward-looking model (1990)Money demand, expectations, a…Modelling stochastic and cyclical components of technical change (1989)Modelling stochastic and cycl…Intertemporal consumer behaviour under structural changes in income (1989)Intertemporal consumer behavi…Spurious trend and cycle in the state space decomposition of a time series with a unit root (1988)Spurious trend and cycle in t…A DYMIMIC MODEL OF FORWARD FOREIGN EXCHANGE RISK, WITH ESTIMATES FOR THREE MAJOR EXCHANGE RATES (1988)A DYMIMIC MODEL OF FORWARD FO…Macroeconomic Forecasting Using Pooled International Data (1987)Macroeconomic Forecasting Usi…Macroeconomic Forecasting Using Pooled International Data (1987)Macroeconomic Forecasting Usi…A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL (1987)A PROTOTYPICAL SEASONAL ADJUS…Monetary anticipation and the demand for money in the U.K.: Testing rationality in the Shock‐Absorber hypothesis (1986)Monetary anticipation and the…An evaluation of bayesian forecasting (1983)An evaluation of bayesian for…Exact and superlative index numbers (1976)The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity (1982)Flexible Functional Forms and Global Curvature Conditions (1989)Time series analysis of daily scanner sales: extraction of trend, day‐of‐the‐week effect and price promotion effect (2000)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Recent developments in monetary policy analysis: the roles of theory and evidence (1999)Structural breaks, cointegration, and speed of adjustment Evidence from 12 LDCs money demand (1999)Money demand stability: A case study of Nigeria (2013)Time Series Analysis: Forecasting and Control (1977)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Statistical Methods for Forecasting (1983)Multi-Factor Gegenbauer Processes and European Inflation Rates (2011)Bayesian Forecasting (1976)Time Series Analysis: Forecasting and Control (1977)Towards a taxonomy of forecast error measures a factor‐comparative investigation of forecast error dimensions (1994)Aviation fuel demand development in China (2014)Tests For Unit Roots: A Monte Carlo Investigation (1988)Non-linear models for tourism demand forecasting (2015)Forecasting performance of cruise passengers: the Spanish ports case (2021)The X-11 variant of the census method II seasonal adjustment program (1965)Time Series Analysis, Forecasting and Control. (1971)Seasonal Analysis of Economic Time Series (1978)Mismatch and internal migration in Spain, 1962–86 (1991)Interpreting Linear Models (1995)Time series analysis and simultaneous equation econometric models (1974)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)A Survey of Some Recent Econometric Methods (1989)Extracting a robust US business cycle using a time‐varying multivariate model‐based bandpass filter (2010)Measuring the dynamics of global business cycle connectedness (2015)The accuracy of OECD forecasts (1987)Turning points in economic time series, loss structures, and Bayesian forecasting (1990) (2004)Panel Data Forecasting (2013)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 1987A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL90 cited
  • 1989Modelling stochastic and cyclical components of technical change80 cited
  • 1987Macroeconomic Forecasting Using Pooled International Data73 cited
  • 1987Macroeconomic Forecasting Using Pooled International Data62 cited
  • 1990Money demand, expectations, and the forward-looking model51 cited
  • 1988Spurious trend and cycle in the state space decomposition of a time series with a unit root50 cited
  • 1983An evaluation of bayesian forecasting49 cited
  • 2002Forecasting China's Monthly Inbound Travel Demand49 cited
  • 2014Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach47 cited
  • 1994Time‐series forecasting using fractional differencing45 cited
  • 1993Modelling seasonality42 cited
  • 1993REAL WAGES OVER THE BUSINESS CYCLE: EVIDENCE FROM A STRUCTURAL TIME SERIES MODEL30 cited
  • 1988A DYMIMIC MODEL OF FORWARD FOREIGN EXCHANGE RISK, WITH ESTIMATES FOR THREE MAJOR EXCHANGE RATES28 cited
  • 1996The role of detrending methods in a model of real business cycles23 cited
  • 1986Monetary anticipation and the demand for money in the U.K.: Testing rationality in the Shock‐Absorber hypothesis

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

22 cited
  • 1989Intertemporal consumer behaviour under structural changes in income21 cited